We have the partial fraction expansion of $\tan x$
$$ \tan x = \sum_{n\in \mathbb{Z}} - \frac{1}{x - (n+ \frac{1}{2}) \pi}$$
Plea: Look at the Laurent expansion of $\tan x$ around a pole $(n+\frac{1}{2}) \pi$, it starts with $ - \frac{1}{x - (n+ \frac{1}{2})\pi}$. Now, we need to regularize the RHS, that is, group some terms together to get a series convergent on compacts. Grouping together symmetric terms will do. So we get the formula
$$\tan x = \sum_{n\ge 0} \left(- \frac{1}{x - (n+ \frac{1}{2}) \pi} - \frac{1}{x - (-n+ \frac{1}{2}) \pi}\right) = \sum_{n=0}^{\infty} \frac{2 x}{((n+ \frac{1}{2})\pi)^2 - x^2}$$
From this we can get the Taylor expansion of $\tan x $ at $0$. Indeed, we have
$$\frac{2 x}{a^2 - x^2} = \sum_{N=0}^{\infty} \frac{2}{a^{2N+2}} x^{2N+1}$$
so
$$\tan x = \sum_{N=0}^{\infty} \left( 2 \sum_{n=0}^{\infty} \frac{1}{((n+\frac{1}{2})\pi)^{2N+2}}\right)x^{2N+1}$$
Now observe that the coefficients of $x^{2N+1}$ decrease with $N$, since all $(n+\frac{1}{2}) \pi > 1$ for $n\ge 0$.
$\bf{Added:}$ A similar formula
$$\frac{1}{x} - \cot x = \sum_{n=1}^{\infty} \frac{2x}{(n \pi)^2 - x^2}= \sum_{N=1}^{\infty} \left ( \sum_{n=1}^{\infty} \frac{2}{(n \pi)^{2N+2}} \right) x^{2N+1}$$
$\bf{Added}$ From the expression of the coefficients as moments, we get that $\frac{a_{n+1}}{a_n}$ is increasing, starting with $\frac{1}{3}$, and with limit $\frac{4}{\pi^2}$ ( a logarithmically convex sequence).
Perhaps we can also get from this the asymptotics of
$\frac{a_{n+1}}{a_n}$. (One thinks of the Euler-Maclaurin formula).
$\bf{Added:}$ Let's record the (standard) continued fraction of $\tan x$ being
$$[0; \frac{1}{x}, -\frac{3}{x}, \frac{5}{x}, - \frac{7}{x}, \ldots]$$
The finite fraction up to $(-1)^n \frac{2n+1}{x}$ gives the Pade approximant of $\tan x$ at $0$ of order $(n+1, n)$, or $(n,n+1)$, depending on $n$ being even or odd, and so will approximate the Taylor series of $\tan x$ up to the term $\cdots x^{2n+1}$ included.